Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo.
Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
Browse the full WSC paper archive.
Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
Browse the full WSC paper archive.